Let us check positions taken by machine on [15 April 2020 - WEDNESDAY ]

instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
0 HINDALCO20APR125CE CE HINDALCO 3500 True False NaN 2020-04-15 09:30:14 8.00 None NaN no_vol_price_breakout_options_tp NaN
1 SBIN20APR190CE CE SBIN 3000 True False 1.20 2020-04-15 09:40:12 13.20 2020-04-15 09:50:11 14.40 no_vol_price_breakout_options_tp 3600.00
2 VEDL20APR80CE CE VEDL 3500 True False 0.40 2020-04-15 09:50:12 6.05 2020-04-15 10:00:13 6.45 no_vol_price_breakout_options_tp 1400.00
3 SBIN20APR190CE CE SBIN 3000 True False NaN 2020-04-15 09:55:12 14.40 None NaN no_vol_price_breakout_options_tp NaN
4 ICICIBANK20APR340CE CE ICICIBANK 1375 True False 3.90 2020-04-15 10:00:11 26.50 2020-04-15 10:30:11 30.40 no_vol_price_breakout_options_tp 5362.50
5 VEDL20APR80CE CE VEDL 3500 True False 0.70 2020-04-15 10:15:13 6.80 2020-04-15 12:45:13 7.50 no_vol_price_breakout_options_tp 2450.00
6 TATASTEEL20APR290CE CE TATASTEEL 1500 True False 2.95 2020-04-15 10:20:13 21.20 2020-04-15 11:20:46 24.15 no_vol_price_breakout_options_tp 4425.00
7 BHARTIARTL20APR530CE CE BHARTIARTL 1851 True False 1.35 2020-04-15 10:30:12 27.10 2020-04-15 12:45:12 28.45 no_vol_price_breakout_options_tp 2498.85
8 INFY20APR660CE CE INFY 1200 True False NaN 2020-04-15 10:30:14 29.75 None NaN no_vol_price_breakout_options_tp NaN
9 ICICIBANK20APR350CE CE ICICIBANK 1375 True False NaN 2020-04-15 10:35:11 24.35 None NaN no_vol_price_breakout_options_tp NaN
10 JINDALSTEL20APR95CE CE JINDALSTEL 5000 True False NaN 2020-04-15 11:15:43 9.80 None NaN no_vol_price_breakout_options_tp NaN
11 VEDL20APR80CE CE VEDL 3500 True False NaN 2020-04-15 12:50:13 7.25 None NaN no_vol_price_breakout_options_tp NaN
12 BHARTIARTL20APR520PE PE BHARTIARTL 1851 False False 1.75 2020-04-15 13:10:13 22.75 2020-04-15 14:00:18 24.50 no_vol_price_breakout_options_tp 3239.25
13 TATASTEEL20APR290PE PE TATASTEEL 1500 False False 0.90 2020-04-15 13:25:09 21.40 2020-04-15 14:05:20 22.30 no_vol_price_breakout_options_tp 1350.00
14 BHARTIARTL20APR520PE PE BHARTIARTL 1851 False False 3.65 2020-04-15 14:05:18 26.30 2020-04-15 14:15:18 29.95 no_vol_price_breakout_options_tp 6756.15
15 TATASTEEL20APR290PE PE TATASTEEL 1500 False False 0.75 2020-04-15 14:10:20 23.15 2020-04-15 14:25:20 23.90 no_vol_price_breakout_options_tp 1125.00
16 BHARTIARTL20APR510PE PE BHARTIARTL 1851 False False NaN 2020-04-15 14:25:18 24.70 None NaN no_vol_price_breakout_options_tp NaN
Today the algorithm made 32206.75
Instrument   BHARTIARTL
--------------------------
Total pnl for ATM options  12494.249999999995
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
7 BHARTIARTL20APR530CE CE BHARTIARTL 1851 True False 1.35 2020-04-15 10:30:12 27.10 2020-04-15 12:45:12 28.45 no_vol_price_breakout_options_tp 2498.85
12 BHARTIARTL20APR520PE PE BHARTIARTL 1851 False False 1.75 2020-04-15 13:10:13 22.75 2020-04-15 14:00:18 24.50 no_vol_price_breakout_options_tp 3239.25
14 BHARTIARTL20APR520PE PE BHARTIARTL 1851 False False 3.65 2020-04-15 14:05:18 26.30 2020-04-15 14:15:18 29.95 no_vol_price_breakout_options_tp 6756.15
16 BHARTIARTL20APR510PE PE BHARTIARTL 1851 False False NaN 2020-04-15 14:25:18 24.70 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
BHARTIARTL
5T min bars
Instrument   HINDALCO
--------------------------
Total pnl for ATM options  0.0
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
0 HINDALCO20APR125CE CE HINDALCO 3500 True False NaN 2020-04-15 09:30:14 8.0 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
HINDALCO
5T min bars
Instrument   ICICIBANK
--------------------------
Total pnl for ATM options  5362.499999999998
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
4 ICICIBANK20APR340CE CE ICICIBANK 1375 True False 3.9 2020-04-15 10:00:11 26.50 2020-04-15 10:30:11 30.4 no_vol_price_breakout_options_tp 5362.5
9 ICICIBANK20APR350CE CE ICICIBANK 1375 True False NaN 2020-04-15 10:35:11 24.35 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
ICICIBANK
5T min bars
Instrument   INFY
--------------------------
Total pnl for ATM options  0.0
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
8 INFY20APR660CE CE INFY 1200 True False NaN 2020-04-15 10:30:14 29.75 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
INFY
5T min bars
Instrument   JINDALSTEL
--------------------------
Total pnl for ATM options  0.0
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
10 JINDALSTEL20APR95CE CE JINDALSTEL 5000 True False NaN 2020-04-15 11:15:43 9.8 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
JINDALSTEL
5T min bars
Instrument   SBIN
--------------------------
Total pnl for ATM options  3600.000000000003
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
1 SBIN20APR190CE CE SBIN 3000 True False 1.2 2020-04-15 09:40:12 13.2 2020-04-15 09:50:11 14.4 no_vol_price_breakout_options_tp 3600.0
3 SBIN20APR190CE CE SBIN 3000 True False NaN 2020-04-15 09:55:12 14.4 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
SBIN
5T min bars
Instrument   TATASTEEL
--------------------------
Total pnl for ATM options  6900.000000000002
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
6 TATASTEEL20APR290CE CE TATASTEEL 1500 True False 2.95 2020-04-15 10:20:13 21.20 2020-04-15 11:20:46 24.15 no_vol_price_breakout_options_tp 4425.0
13 TATASTEEL20APR290PE PE TATASTEEL 1500 False False 0.90 2020-04-15 13:25:09 21.40 2020-04-15 14:05:20 22.30 no_vol_price_breakout_options_tp 1350.0
15 TATASTEEL20APR290PE PE TATASTEEL 1500 False False 0.75 2020-04-15 14:10:20 23.15 2020-04-15 14:25:20 23.90 no_vol_price_breakout_options_tp 1125.0
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
TATASTEEL
5T min bars
Instrument   VEDL
--------------------------
Total pnl for ATM options  3850.000000000002
instrument putcall underlying amount isBuy isOpen profit entryTimeIST entryPrice exitTimeIST exitPrice algo leveraged_pnl
2 VEDL20APR80CE CE VEDL 3500 True False 0.4 2020-04-15 09:50:12 6.05 2020-04-15 10:00:13 6.45 no_vol_price_breakout_options_tp 1400.0
5 VEDL20APR80CE CE VEDL 3500 True False 0.7 2020-04-15 10:15:13 6.80 2020-04-15 12:45:13 7.50 no_vol_price_breakout_options_tp 2450.0
11 VEDL20APR80CE CE VEDL 3500 True False NaN 2020-04-15 12:50:13 7.25 None NaN no_vol_price_breakout_options_tp NaN
start date time 2020-04-15T09:15:00 end_date_time 2020-04-15T15:31:00
VEDL
5T min bars

Manual entry for the trades that were left open. Consider exit time was market close. Optimize the stop loss here so that the automated trades are not impacted above

No positions remain open for that day

Position analysis for 16 April 2020 - Strategy Breakout without vol and with stop loss

Today the algorithm made -312.0999999999881
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e97fc9fd9cf5f43d2afbe2c ICICIBANK20APR340CE True 1375 21.65 ICICIBANK CE False 2020-04-16 06:35:11.871 338.95 2020-04-16 12:05:11 2020-04-16 07:50:38.842 20.70 2020-04-16 13:20:38 no_vol_price_breakout_options_tp -0.95 -1306.25
1 5e97fca1d9cf5f43d2afbe33 VEDL20APR85CE True 3500 5.60 VEDL CE False 2020-04-16 06:35:13.895 84.10 2020-04-16 12:05:13 2020-04-16 07:50:42.193 5.50 2020-04-16 13:20:42 no_vol_price_breakout_options_tp -0.10 -350.00
2 5e97fca3d9cf5f43d2afbe3a TATASTEEL20APR290CE True 1500 19.90 TATASTEEL CE False 2020-04-16 06:35:15.061 288.90 2020-04-16 12:05:15 2020-04-16 07:50:44.605 18.80 2020-04-16 13:20:44 no_vol_price_breakout_options_tp -1.10 -1650.00
3 5e981557df55232fb2bd885a JINDALSTEL20APR90PE False 5000 9.30 JINDALSTEL PE False 2020-04-16 08:20:39.007 88.65 2020-04-16 13:50:39 2020-04-16 08:45:40.877 9.05 2020-04-16 14:15:40 no_vol_price_breakout_options_tp -0.25 -1250.00
4 5e981685df55232fb2bd8862 VEDL20APR85PE False 3500 6.50 VEDL PE False 2020-04-16 08:25:41.313 83.25 2020-04-16 13:55:41 2020-04-16 08:30:42.243 6.65 2020-04-16 14:00:42 no_vol_price_breakout_options_tp 0.15 525.00
5 5e981a09df55232fb2bd886c HINDALCO20APR120CE True 3500 8.40 HINDALCO CE False 2020-04-16 08:40:41.665 119.90 2020-04-16 14:10:41 2020-04-16 09:15:19.527 8.35 2020-04-16 14:45:19 no_vol_price_breakout_options_tp -0.05 -175.00
6 5e981a0adf55232fb2bd8873 TATASTEEL20APR290PE False 1500 21.15 TATASTEEL PE False 2020-04-16 08:40:42.547 286.40 2020-04-16 14:10:42 2020-04-16 08:45:45.410 20.65 2020-04-16 14:15:45 no_vol_price_breakout_options_tp -0.50 -750.00
7 5e981b32df55232fb2bd887b SBIN20APR190CE True 3000 10.30 SBIN CE False 2020-04-16 08:45:38.235 186.10 2020-04-16 14:15:38 2020-04-16 09:00:41.244 10.90 2020-04-16 14:30:41 no_vol_price_breakout_options_tp 0.60 1800.00
8 5e981c5ddf55232fb2bd8883 ICICIBANK20APR340CE True 1375 24.15 ICICIBANK CE False 2020-04-16 08:50:37.697 343.85 2020-04-16 14:20:37 2020-04-16 09:00:39.033 24.95 2020-04-16 14:30:39 no_vol_price_breakout_options_tp 0.80 1100.00
9 5e9820f679a7d8d46cb99308 SBIN20APR190CE True 3000 11.50 SBIN CE False 2020-04-16 09:10:14.217 188.25 2020-04-16 14:40:14 2020-04-16 09:25:15.866 12.05 2020-04-16 14:55:15 no_vol_price_breakout_options_tp 0.55 1650.00
10 5e98235279a7d8d46cb99311 TATASTEEL20APR290CE True 1500 19.30 TATASTEEL CE False 2020-04-16 09:20:18.592 289.20 2020-04-16 14:50:18 2020-04-16 09:25:20.141 18.75 2020-04-16 14:55:20 no_vol_price_breakout_options_tp -0.55 -825.00
11 5e98235379a7d8d46cb99318 INFY20APR620PE False 1200 28.90 INFY PE False 2020-04-16 09:20:19.490 624.15 2020-04-16 14:50:19 2020-04-16 10:00:28.406 27.85 2020-04-16 15:30:28 no_vol_price_breakout_options_tp -1.05 -1260.00
12 5e9825a679a7d8d46cb99321 BHARTIARTL20APR500PE False 1851 18.65 BHARTIARTL PE False 2020-04-16 09:30:14.503 504.70 2020-04-16 15:00:14 2020-04-16 09:35:16.384 20.30 2020-04-16 15:05:16 no_vol_price_breakout_options_tp 1.65 3054.15
13 5e9827fe79a7d8d46cb9932a BHARTIARTL20APR500PE False 1851 20.50 BHARTIARTL PE False 2020-04-16 09:40:14.602 500.40 2020-04-16 15:10:14 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
14 5e9827ff79a7d8d46cb99331 JINDALSTEL20APR90PE False 5000 9.35 JINDALSTEL PE False 2020-04-16 09:40:15.716 88.25 2020-04-16 15:10:15 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
15 5e98280079a7d8d46cb99338 VEDL20APR85PE False 3500 6.65 VEDL PE False 2020-04-16 09:40:16.729 82.70 2020-04-16 15:10:16 2020-04-16 09:50:23.650 6.40 2020-04-16 15:20:23 no_vol_price_breakout_options_tp -0.25 -875.00
16 5e98293179a7d8d46cb99340 HINDALCO20APR120CE True 3500 8.90 HINDALCO CE False 2020-04-16 09:45:21.982 120.90 2020-04-16 15:15:21 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
17 5e98293379a7d8d46cb99347 TATASTEEL20APR290CE True 1500 18.40 TATASTEEL CE False 2020-04-16 09:45:23.242 288.70 2020-04-16 15:15:23 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
18 5e982b8779a7d8d46cb99350 VEDL20APR80PE False 3500 3.95 VEDL PE False 2020-04-16 09:55:19.822 82.50 2020-04-16 15:25:19 NaT NaN None no_vol_price_breakout_options_tp NaN NaN

Visualizing Entries & Exits in graph

Instrument   BHARTIARTL
--------------------------
Total pnl for ATM options  3054.1500000000037
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
12 5e9825a679a7d8d46cb99321 BHARTIARTL20APR500PE False 1851 18.65 BHARTIARTL PE False 2020-04-16 09:30:14.503 504.7 2020-04-16 15:00:14 2020-04-16 09:35:16.384 20.3 2020-04-16 15:05:16 no_vol_price_breakout_options_tp 1.65 3054.15
13 5e9827fe79a7d8d46cb9932a BHARTIARTL20APR500PE False 1851 20.50 BHARTIARTL PE False 2020-04-16 09:40:14.602 500.4 2020-04-16 15:10:14 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
BHARTIARTL
5T min bars
Instrument   HINDALCO
--------------------------
Total pnl for ATM options  -175.0000000000025
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
5 5e981a09df55232fb2bd886c HINDALCO20APR120CE True 3500 8.4 HINDALCO CE False 2020-04-16 08:40:41.665 119.9 2020-04-16 14:10:41 2020-04-16 09:15:19.527 8.35 2020-04-16 14:45:19 no_vol_price_breakout_options_tp -0.05 -175.0
16 5e98293179a7d8d46cb99340 HINDALCO20APR120CE True 3500 8.9 HINDALCO CE False 2020-04-16 09:45:21.982 120.9 2020-04-16 15:15:21 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
HINDALCO
5T min bars
Instrument   ICICIBANK
--------------------------
Total pnl for ATM options  -206.24999999999818
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e97fc9fd9cf5f43d2afbe2c ICICIBANK20APR340CE True 1375 21.65 ICICIBANK CE False 2020-04-16 06:35:11.871 338.95 2020-04-16 12:05:11 2020-04-16 07:50:38.842 20.70 2020-04-16 13:20:38 no_vol_price_breakout_options_tp -0.95 -1306.25
8 5e981c5ddf55232fb2bd8883 ICICIBANK20APR340CE True 1375 24.15 ICICIBANK CE False 2020-04-16 08:50:37.697 343.85 2020-04-16 14:20:37 2020-04-16 09:00:39.033 24.95 2020-04-16 14:30:39 no_vol_price_breakout_options_tp 0.80 1100.00
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
ICICIBANK
5T min bars
Instrument   INFY
--------------------------
Total pnl for ATM options  -1259.9999999999966
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
11 5e98235379a7d8d46cb99318 INFY20APR620PE False 1200 28.9 INFY PE False 2020-04-16 09:20:19.490 624.15 2020-04-16 14:50:19 2020-04-16 10:00:28.406 27.85 2020-04-16 15:30:28 no_vol_price_breakout_options_tp -1.05 -1260.0
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
INFY
5T min bars
Instrument   JINDALSTEL
--------------------------
Total pnl for ATM options  -1250.0
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
3 5e981557df55232fb2bd885a JINDALSTEL20APR90PE False 5000 9.30 JINDALSTEL PE False 2020-04-16 08:20:39.007 88.65 2020-04-16 13:50:39 2020-04-16 08:45:40.877 9.05 2020-04-16 14:15:40 no_vol_price_breakout_options_tp -0.25 -1250.0
14 5e9827ff79a7d8d46cb99331 JINDALSTEL20APR90PE False 5000 9.35 JINDALSTEL PE False 2020-04-16 09:40:15.716 88.25 2020-04-16 15:10:15 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
JINDALSTEL
5T min bars
Instrument   SBIN
--------------------------
Total pnl for ATM options  3450.000000000001
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
7 5e981b32df55232fb2bd887b SBIN20APR190CE True 3000 10.3 SBIN CE False 2020-04-16 08:45:38.235 186.10 2020-04-16 14:15:38 2020-04-16 09:00:41.244 10.90 2020-04-16 14:30:41 no_vol_price_breakout_options_tp 0.60 1800.0
9 5e9820f679a7d8d46cb99308 SBIN20APR190CE True 3000 11.5 SBIN CE False 2020-04-16 09:10:14.217 188.25 2020-04-16 14:40:14 2020-04-16 09:25:15.866 12.05 2020-04-16 14:55:15 no_vol_price_breakout_options_tp 0.55 1650.0
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
SBIN
5T min bars
Instrument   TATASTEEL
--------------------------
Total pnl for ATM options  -3224.9999999999977
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
2 5e97fca3d9cf5f43d2afbe3a TATASTEEL20APR290CE True 1500 19.90 TATASTEEL CE False 2020-04-16 06:35:15.061 288.9 2020-04-16 12:05:15 2020-04-16 07:50:44.605 18.80 2020-04-16 13:20:44 no_vol_price_breakout_options_tp -1.10 -1650.0
6 5e981a0adf55232fb2bd8873 TATASTEEL20APR290PE False 1500 21.15 TATASTEEL PE False 2020-04-16 08:40:42.547 286.4 2020-04-16 14:10:42 2020-04-16 08:45:45.410 20.65 2020-04-16 14:15:45 no_vol_price_breakout_options_tp -0.50 -750.0
10 5e98235279a7d8d46cb99311 TATASTEEL20APR290CE True 1500 19.30 TATASTEEL CE False 2020-04-16 09:20:18.592 289.2 2020-04-16 14:50:18 2020-04-16 09:25:20.141 18.75 2020-04-16 14:55:20 no_vol_price_breakout_options_tp -0.55 -825.0
17 5e98293379a7d8d46cb99347 TATASTEEL20APR290CE True 1500 18.40 TATASTEEL CE False 2020-04-16 09:45:23.242 288.7 2020-04-16 15:15:23 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
TATASTEEL
5T min bars
Instrument   VEDL
--------------------------
Total pnl for ATM options  -699.9999999999975
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
1 5e97fca1d9cf5f43d2afbe33 VEDL20APR85CE True 3500 5.60 VEDL CE False 2020-04-16 06:35:13.895 84.10 2020-04-16 12:05:13 2020-04-16 07:50:42.193 5.50 2020-04-16 13:20:42 no_vol_price_breakout_options_tp -0.10 -350.0
4 5e981685df55232fb2bd8862 VEDL20APR85PE False 3500 6.50 VEDL PE False 2020-04-16 08:25:41.313 83.25 2020-04-16 13:55:41 2020-04-16 08:30:42.243 6.65 2020-04-16 14:00:42 no_vol_price_breakout_options_tp 0.15 525.0
15 5e98280079a7d8d46cb99338 VEDL20APR85PE False 3500 6.65 VEDL PE False 2020-04-16 09:40:16.729 82.70 2020-04-16 15:10:16 2020-04-16 09:50:23.650 6.40 2020-04-16 15:20:23 no_vol_price_breakout_options_tp -0.25 -875.0
18 5e982b8779a7d8d46cb99350 VEDL20APR80PE False 3500 3.95 VEDL PE False 2020-04-16 09:55:19.822 82.50 2020-04-16 15:25:19 NaT NaN None no_vol_price_breakout_options_tp NaN NaN
start date time 2020-04-16T09:15:00 end_date_time 2020-04-16T15:31:00
VEDL
5T min bars

Extracting general purpose methods

17 APR 2020 FRIDAY

Today the algorithm made 11014.149999999981
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e992c2779812b2b8d5adc4d INFY20APR640CE True 1200 32.85 INFY CE False 2020-04-17 04:10:15.648 643.55 2020-04-17 09:40:15 2020-04-17 04:35:19.075 31.60 2020-04-17 10:05:19 no_vol_price_breakout_options_tp -1.25 -1500.00
1 5e992e7c79812b2b8d5adc56 ICICIBANK20APR360CE True 1375 24.35 ICICIBANK CE False 2020-04-17 04:20:12.978 364.30 2020-04-17 09:50:12 2020-04-17 04:45:14.592 22.25 2020-04-17 10:15:14 no_vol_price_breakout_options_tp -2.10 -2887.50
2 5e9936b979812b2b8d5adc64 SUNPHARMA20APR460PE False 1250 25.35 SUNPHARMA PE False 2020-04-17 04:55:21.610 460.75 2020-04-17 10:25:21 2020-04-17 05:15:22.069 27.80 2020-04-17 10:45:22 no_vol_price_breakout_options_tp 2.45 3062.50
3 5e9937dd79812b2b8d5adc6c BHARTIARTL20APR500PE False 1851 21.35 BHARTIARTL PE False 2020-04-17 05:00:13.718 498.80 2020-04-17 10:30:13 2020-04-17 05:15:15.404 20.10 2020-04-17 10:45:15 no_vol_price_breakout_options_tp -1.25 -2313.75
4 5e99390d79812b2b8d5adc74 TATASTEEL20APR290PE False 1500 19.05 TATASTEEL PE False 2020-04-17 05:05:17.684 289.05 2020-04-17 10:35:17 2020-04-17 05:50:19.474 17.70 2020-04-17 11:20:19 no_vol_price_breakout_options_tp -1.35 -2025.00
5 5e993c8e79812b2b8d5adc7e HINDALCO20APR120PE False 3500 6.95 HINDALCO PE False 2020-04-17 05:20:14.992 121.40 2020-04-17 10:50:14 2020-04-17 05:25:17.711 6.65 2020-04-17 10:55:17 no_vol_price_breakout_options_tp -0.30 -1050.00
6 5e993c9279812b2b8d5adc85 INFY20APR640PE False 1200 31.65 INFY PE False 2020-04-17 05:20:18.115 636.05 2020-04-17 10:50:18 2020-04-17 06:00:17.322 34.00 2020-04-17 11:30:17 no_vol_price_breakout_options_tp 2.35 2820.00
7 5e993c9279812b2b8d5adc8c TATAMOTORS20APR75PE False 4300 5.35 TATAMOTORS PE False 2020-04-17 05:20:18.988 75.25 2020-04-17 10:50:18 2020-04-17 05:35:23.412 5.20 2020-04-17 11:05:23 no_vol_price_breakout_options_tp -0.15 -645.00
8 5e993c9379812b2b8d5adc93 SUNPHARMA20APR450PE False 1250 23.70 SUNPHARMA PE False 2020-04-17 05:20:19.821 450.90 2020-04-17 10:50:19 2020-04-17 05:30:29.301 21.35 2020-04-17 11:00:29 no_vol_price_breakout_options_tp -2.35 -2937.50
9 5e993db979812b2b8d5adc9b ICICIBANK20APR350PE False 1375 19.55 ICICIBANK PE False 2020-04-17 05:25:13.199 351.90 2020-04-17 10:55:13 2020-04-17 05:30:15.000 18.80 2020-04-17 11:00:15 no_vol_price_breakout_options_tp -0.75 -1031.25
10 5e993dbb79812b2b8d5adca2 VEDL20APR85PE False 3500 6.05 VEDL PE False 2020-04-17 05:25:15.294 83.65 2020-04-17 10:55:15 2020-04-17 05:45:16.424 5.90 2020-04-17 11:15:16 no_vol_price_breakout_options_tp -0.15 -525.00
11 5e99484c79812b2b8d5adcb2 TATASTEEL20APR290PE False 1500 19.25 TATASTEEL PE False 2020-04-17 06:10:19.983 288.00 2020-04-17 11:40:19 2020-04-17 06:35:25.784 20.10 2020-04-17 12:05:25 no_vol_price_breakout_options_tp 0.85 1275.00
12 5e99497279812b2b8d5adcba SBIN20APR190PE False 3000 12.00 SBIN PE False 2020-04-17 06:15:14.003 189.15 2020-04-17 11:45:14 2020-04-17 06:20:15.190 13.00 2020-04-17 11:50:15 no_vol_price_breakout_options_tp 1.00 3000.00
13 5e994aa479812b2b8d5adcc2 INFY20APR620PE False 1200 25.25 INFY PE False 2020-04-17 06:20:20.070 628.85 2020-04-17 11:50:20 2020-04-17 06:50:23.685 23.75 2020-04-17 12:20:23 no_vol_price_breakout_options_tp -1.50 -1800.00
14 5e994bc979812b2b8d5adcca SBIN20APR190PE False 3000 12.65 SBIN PE False 2020-04-17 06:25:13.397 187.50 2020-04-17 11:55:13 2020-04-17 07:25:15.246 11.95 2020-04-17 12:55:15 no_vol_price_breakout_options_tp -0.70 -2100.00
15 5e994cf879812b2b8d5adcd2 JINDALSTEL20APR90PE False 5000 8.10 JINDALSTEL PE False 2020-04-17 06:30:16.107 89.10 2020-04-17 12:00:16 2020-04-17 06:45:19.717 8.00 2020-04-17 12:15:19 no_vol_price_breakout_options_tp -0.10 -500.00
16 5e994cf879812b2b8d5adcd9 VEDL20APR85PE False 3500 6.15 VEDL PE False 2020-04-17 06:30:16.901 83.35 2020-04-17 12:00:16 2020-04-17 07:55:16.482 6.30 2020-04-17 13:25:16 no_vol_price_breakout_options_tp 0.15 525.00
17 5e994cf979812b2b8d5adce0 HINDALCO20APR120PE False 3500 6.90 HINDALCO PE False 2020-04-17 06:30:17.785 121.40 2020-04-17 12:00:17 2020-04-17 06:35:23.368 6.60 2020-04-17 12:05:23 no_vol_price_breakout_options_tp -0.30 -1050.00
18 5e994e2179812b2b8d5adce8 ICICIBANK20APR350PE False 1375 20.00 ICICIBANK PE False 2020-04-17 06:35:13.114 351.10 2020-04-17 12:05:13 2020-04-17 06:50:14.782 18.65 2020-04-17 12:20:14 no_vol_price_breakout_options_tp -1.35 -1856.25
19 5e994e3179812b2b8d5adcef TATAMOTORS20APR75PE False 4300 5.45 TATAMOTORS PE False 2020-04-17 06:35:29.287 74.95 2020-04-17 12:05:29 2020-04-17 06:50:26.467 5.25 2020-04-17 12:20:26 no_vol_price_breakout_options_tp -0.20 -860.00
20 5e9952d779812b2b8d5adcfa HINDALCO20APR120PE False 3500 6.70 HINDALCO PE False 2020-04-17 06:55:19.105 121.40 2020-04-17 12:25:19 2020-04-17 07:05:21.225 7.00 2020-04-17 12:35:21 no_vol_price_breakout_options_tp 0.30 1050.00
21 5e99552c79812b2b8d5add03 JINDALSTEL20APR90PE False 5000 8.10 JINDALSTEL PE False 2020-04-17 07:05:16.398 89.05 2020-04-17 12:35:16 2020-04-17 07:10:17.976 8.20 2020-04-17 12:40:17 no_vol_price_breakout_options_tp 0.10 500.00
22 5e99553279812b2b8d5add0a TATAMOTORS20APR75PE False 4300 5.40 TATAMOTORS PE False 2020-04-17 07:05:22.869 75.00 2020-04-17 12:35:22 2020-04-17 07:15:21.850 5.20 2020-04-17 12:45:21 no_vol_price_breakout_options_tp -0.20 -860.00
23 5e9958b579812b2b8d5add14 SUNPHARMA20APR460CE True 1250 23.90 SUNPHARMA CE False 2020-04-17 07:20:21.089 459.00 2020-04-17 12:50:21 2020-04-17 07:35:22.468 25.55 2020-04-17 13:05:22 no_vol_price_breakout_options_tp 1.65 2062.50
24 5e9959e079812b2b8d5add1c INFY20APR640CE True 1200 27.05 INFY CE False 2020-04-17 07:25:20.817 633.70 2020-04-17 12:55:20 2020-04-17 07:35:19.694 25.95 2020-04-17 13:05:19 no_vol_price_breakout_options_tp -1.10 -1320.00
25 5e995e8d79812b2b8d5add27 HINDALCO20APR120PE False 3500 7.05 HINDALCO PE False 2020-04-17 07:45:17.692 120.20 2020-04-17 13:15:17 2020-04-17 08:00:17.055 7.50 2020-04-17 13:30:17 no_vol_price_breakout_options_tp 0.45 1575.00
26 5e99633979812b2b8d5add32 SBIN20APR190CE True 3000 10.55 SBIN CE False 2020-04-17 08:05:13.569 188.15 2020-04-17 13:35:13 2020-04-17 08:20:17.487 11.45 2020-04-17 13:50:17 no_vol_price_breakout_options_tp 0.90 2700.00
27 5e99633b79812b2b8d5add39 HINDALCO20APR120PE False 3500 7.15 HINDALCO PE False 2020-04-17 08:05:15.799 120.00 2020-04-17 13:35:15 2020-04-17 08:15:19.242 6.95 2020-04-17 13:45:19 no_vol_price_breakout_options_tp -0.20 -700.00
28 5e99659179812b2b8d5add42 ICICIBANK20APR360CE True 1375 18.05 ICICIBANK CE False 2020-04-17 08:15:13.076 356.25 2020-04-17 13:45:13 2020-04-17 08:35:15.022 21.30 2020-04-17 14:05:15 no_vol_price_breakout_options_tp 3.25 4468.75
29 5e9967eb79812b2b8d5add4b SBIN20APR190CE True 3000 11.35 SBIN CE False 2020-04-17 08:25:15.639 189.80 2020-04-17 13:55:15 2020-04-17 08:55:16.964 12.20 2020-04-17 14:25:16 no_vol_price_breakout_options_tp 0.85 2550.00
30 5e9967ed79812b2b8d5add52 JINDALSTEL20APR90CE True 5000 7.75 JINDALSTEL CE False 2020-04-17 08:25:17.446 90.05 2020-04-17 13:55:17 2020-04-17 08:55:19.948 8.25 2020-04-17 14:25:19 no_vol_price_breakout_options_tp 0.50 2500.00
31 5e9967f079812b2b8d5add59 TATAMOTORS20APR75CE True 4300 6.05 TATAMOTORS CE False 2020-04-17 08:25:20.797 75.95 2020-04-17 13:55:20 2020-04-17 08:45:28.279 6.00 2020-04-17 14:15:28 no_vol_price_breakout_options_tp -0.05 -215.00
32 5e996b6d79812b2b8d5add63 ICICIBANK20APR360CE True 1375 21.95 ICICIBANK CE False 2020-04-17 08:40:13.146 362.60 2020-04-17 14:10:13 2020-04-17 09:20:14.886 24.80 2020-04-17 14:50:14 no_vol_price_breakout_options_tp 2.85 3918.75
33 5e996b7479812b2b8d5add6a VEDL20APR85CE True 3500 4.70 VEDL CE False 2020-04-17 08:40:19.866 83.65 2020-04-17 14:10:19 2020-04-17 09:05:24.197 4.95 2020-04-17 14:35:24 no_vol_price_breakout_options_tp 0.25 875.00
34 5e996b7679812b2b8d5add71 TATASTEEL20APR290CE True 1500 18.30 TATASTEEL CE False 2020-04-17 08:40:22.224 289.45 2020-04-17 14:10:22 2020-04-17 09:05:29.791 19.30 2020-04-17 14:35:29 no_vol_price_breakout_options_tp 1.00 1500.00
35 5e996eff79812b2b8d5add7b TATAMOTORS20APR75CE True 4300 6.70 TATAMOTORS CE False 2020-04-17 08:55:27.162 76.75 2020-04-17 14:25:27 2020-04-17 09:00:25.898 6.35 2020-04-17 14:30:25 no_vol_price_breakout_options_tp -0.35 -1505.00
36 5e99701f79812b2b8d5add83 SBIN20APR190CE True 3000 11.80 SBIN CE False 2020-04-17 09:00:15.698 190.40 2020-04-17 14:30:15 2020-04-17 09:15:18.192 12.55 2020-04-17 14:45:18 no_vol_price_breakout_options_tp 0.75 2250.00
37 5e99702179812b2b8d5add8a JINDALSTEL20APR90CE True 5000 8.75 JINDALSTEL CE False 2020-04-17 09:00:17.162 91.75 2020-04-17 14:30:17 2020-04-17 09:10:22.586 8.70 2020-04-17 14:40:22 no_vol_price_breakout_options_tp -0.05 -250.00
38 5e99702479812b2b8d5add91 HINDALCO20APR120CE True 3500 9.00 HINDALCO CE False 2020-04-17 09:00:20.575 122.50 2020-04-17 14:30:20 2020-04-17 09:10:26.741 9.00 2020-04-17 14:40:26 no_vol_price_breakout_options_tp 0.00 0.00
39 5e99727b79812b2b8d5add9a BHARTIARTL20APR500CE True 1851 23.80 BHARTIARTL CE False 2020-04-17 09:10:19.464 504.60 2020-04-17 14:40:19 2020-04-17 09:35:19.697 22.95 2020-04-17 15:05:19 no_vol_price_breakout_options_tp -0.85 -1573.35
40 5e99727f79812b2b8d5adda1 VEDL20APR85CE True 3500 4.95 VEDL CE False 2020-04-17 09:10:23.849 84.05 2020-04-17 14:40:23 NaT 4.90 None no_vol_price_breakout_options_tp -0.05 -175.00
41 5e9973ae79812b2b8d5addab TATASTEEL20APR290CE True 1500 19.80 TATASTEEL CE False 2020-04-17 09:15:26.461 291.95 2020-04-17 14:45:26 2020-04-17 09:45:24.777 20.00 2020-04-17 15:15:24 no_vol_price_breakout_options_tp 0.20 300.00
42 5e9974da79812b2b8d5addb3 TATAMOTORS20APR75CE True 4300 6.50 TATAMOTORS CE False 2020-04-17 09:20:26.536 76.80 2020-04-17 14:50:26 2020-04-17 09:25:25.871 6.25 2020-04-17 14:55:25 no_vol_price_breakout_options_tp -0.25 -1075.00
43 5e9975ff79812b2b8d5addbb HINDALCO20APR125CE True 3500 6.45 HINDALCO CE False 2020-04-17 09:25:19.812 123.00 2020-04-17 14:55:19 2020-04-17 09:45:22.239 6.80 2020-04-17 15:15:22 no_vol_price_breakout_options_tp 0.35 1225.00
44 5e99760379812b2b8d5addc2 INFY20APR620PE False 1200 22.80 INFY PE False 2020-04-17 09:25:23.253 629.05 2020-04-17 14:55:23 2020-04-17 09:30:30.079 22.50 2020-04-17 15:00:30 no_vol_price_breakout_options_tp -0.30 -360.00
45 5e99772679812b2b8d5addca ICICIBANK20APR370CE True 1375 20.65 ICICIBANK CE False 2020-04-17 09:30:14.406 369.95 2020-04-17 15:00:14 2020-04-17 09:40:14.809 23.50 2020-04-17 15:10:14 no_vol_price_breakout_options_tp 2.85 3918.75
46 5e99772879812b2b8d5addd1 SBIN20APR190CE True 3000 12.75 SBIN CE False 2020-04-17 09:30:16.301 192.10 2020-04-17 15:00:16 2020-04-17 09:40:17.456 13.70 2020-04-17 15:10:17 no_vol_price_breakout_options_tp 0.95 2850.00
47 5e99773779812b2b8d5addd8 SUNPHARMA20APR460PE False 1250 24.65 SUNPHARMA PE False 2020-04-17 09:30:31.648 457.50 2020-04-17 15:00:31 NaT 24.30 None no_vol_price_breakout_options_tp -0.35 -437.50
48 5e99798379812b2b8d5adde1 JINDALSTEL20APR90CE True 5000 8.95 JINDALSTEL CE False 2020-04-17 09:40:19.200 92.05 2020-04-17 15:10:19 NaT 9.00 None no_vol_price_breakout_options_tp 0.05 250.00
49 5e997aa979812b2b8d5adde9 ICICIBANK20APR380CE True 1375 20.60 ICICIBANK CE False 2020-04-17 09:45:13.170 376.20 2020-04-17 15:15:13 NaT 20.40 None no_vol_price_breakout_options_tp -0.20 -275.00
50 5e997aaa79812b2b8d5addf0 SBIN20APR190CE True 3000 13.80 SBIN CE False 2020-04-17 09:45:14.178 193.85 2020-04-17 15:15:14 NaT 13.00 None no_vol_price_breakout_options_tp -0.80 -2400.00
51 5e997ab579812b2b8d5addf7 INFY20APR620PE False 1200 22.55 INFY PE False 2020-04-17 09:45:25.743 629.20 2020-04-17 15:15:25 NaT 22.75 None no_vol_price_breakout_options_tp 0.20 240.00
52 5e997bdf79812b2b8d5addff HINDALCO20APR125CE True 3500 7.15 HINDALCO CE False 2020-04-17 09:50:23.297 125.25 2020-04-17 15:20:23 NaT 7.10 None no_vol_price_breakout_options_tp -0.05 -175.00

PNL After manually closing some open positions 3:25 pm ( This needs automation and no new entries after 3:20 pm )

Today the algorithm made 11014.149999999981
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e992c2779812b2b8d5adc4d INFY20APR640CE True 1200 32.85 INFY CE False 2020-04-17 04:10:15.648 643.55 2020-04-17 09:40:15 2020-04-17 04:35:19.075 31.60 2020-04-17 10:05:19 no_vol_price_breakout_options_tp -1.25 -1500.00
1 5e992e7c79812b2b8d5adc56 ICICIBANK20APR360CE True 1375 24.35 ICICIBANK CE False 2020-04-17 04:20:12.978 364.30 2020-04-17 09:50:12 2020-04-17 04:45:14.592 22.25 2020-04-17 10:15:14 no_vol_price_breakout_options_tp -2.10 -2887.50
2 5e9936b979812b2b8d5adc64 SUNPHARMA20APR460PE False 1250 25.35 SUNPHARMA PE False 2020-04-17 04:55:21.610 460.75 2020-04-17 10:25:21 2020-04-17 05:15:22.069 27.80 2020-04-17 10:45:22 no_vol_price_breakout_options_tp 2.45 3062.50
3 5e9937dd79812b2b8d5adc6c BHARTIARTL20APR500PE False 1851 21.35 BHARTIARTL PE False 2020-04-17 05:00:13.718 498.80 2020-04-17 10:30:13 2020-04-17 05:15:15.404 20.10 2020-04-17 10:45:15 no_vol_price_breakout_options_tp -1.25 -2313.75
4 5e99390d79812b2b8d5adc74 TATASTEEL20APR290PE False 1500 19.05 TATASTEEL PE False 2020-04-17 05:05:17.684 289.05 2020-04-17 10:35:17 2020-04-17 05:50:19.474 17.70 2020-04-17 11:20:19 no_vol_price_breakout_options_tp -1.35 -2025.00
5 5e993c8e79812b2b8d5adc7e HINDALCO20APR120PE False 3500 6.95 HINDALCO PE False 2020-04-17 05:20:14.992 121.40 2020-04-17 10:50:14 2020-04-17 05:25:17.711 6.65 2020-04-17 10:55:17 no_vol_price_breakout_options_tp -0.30 -1050.00
6 5e993c9279812b2b8d5adc85 INFY20APR640PE False 1200 31.65 INFY PE False 2020-04-17 05:20:18.115 636.05 2020-04-17 10:50:18 2020-04-17 06:00:17.322 34.00 2020-04-17 11:30:17 no_vol_price_breakout_options_tp 2.35 2820.00
7 5e993c9279812b2b8d5adc8c TATAMOTORS20APR75PE False 4300 5.35 TATAMOTORS PE False 2020-04-17 05:20:18.988 75.25 2020-04-17 10:50:18 2020-04-17 05:35:23.412 5.20 2020-04-17 11:05:23 no_vol_price_breakout_options_tp -0.15 -645.00
8 5e993c9379812b2b8d5adc93 SUNPHARMA20APR450PE False 1250 23.70 SUNPHARMA PE False 2020-04-17 05:20:19.821 450.90 2020-04-17 10:50:19 2020-04-17 05:30:29.301 21.35 2020-04-17 11:00:29 no_vol_price_breakout_options_tp -2.35 -2937.50
9 5e993db979812b2b8d5adc9b ICICIBANK20APR350PE False 1375 19.55 ICICIBANK PE False 2020-04-17 05:25:13.199 351.90 2020-04-17 10:55:13 2020-04-17 05:30:15.000 18.80 2020-04-17 11:00:15 no_vol_price_breakout_options_tp -0.75 -1031.25
10 5e993dbb79812b2b8d5adca2 VEDL20APR85PE False 3500 6.05 VEDL PE False 2020-04-17 05:25:15.294 83.65 2020-04-17 10:55:15 2020-04-17 05:45:16.424 5.90 2020-04-17 11:15:16 no_vol_price_breakout_options_tp -0.15 -525.00
11 5e99484c79812b2b8d5adcb2 TATASTEEL20APR290PE False 1500 19.25 TATASTEEL PE False 2020-04-17 06:10:19.983 288.00 2020-04-17 11:40:19 2020-04-17 06:35:25.784 20.10 2020-04-17 12:05:25 no_vol_price_breakout_options_tp 0.85 1275.00
12 5e99497279812b2b8d5adcba SBIN20APR190PE False 3000 12.00 SBIN PE False 2020-04-17 06:15:14.003 189.15 2020-04-17 11:45:14 2020-04-17 06:20:15.190 13.00 2020-04-17 11:50:15 no_vol_price_breakout_options_tp 1.00 3000.00
13 5e994aa479812b2b8d5adcc2 INFY20APR620PE False 1200 25.25 INFY PE False 2020-04-17 06:20:20.070 628.85 2020-04-17 11:50:20 2020-04-17 06:50:23.685 23.75 2020-04-17 12:20:23 no_vol_price_breakout_options_tp -1.50 -1800.00
14 5e994bc979812b2b8d5adcca SBIN20APR190PE False 3000 12.65 SBIN PE False 2020-04-17 06:25:13.397 187.50 2020-04-17 11:55:13 2020-04-17 07:25:15.246 11.95 2020-04-17 12:55:15 no_vol_price_breakout_options_tp -0.70 -2100.00
15 5e994cf879812b2b8d5adcd2 JINDALSTEL20APR90PE False 5000 8.10 JINDALSTEL PE False 2020-04-17 06:30:16.107 89.10 2020-04-17 12:00:16 2020-04-17 06:45:19.717 8.00 2020-04-17 12:15:19 no_vol_price_breakout_options_tp -0.10 -500.00
16 5e994cf879812b2b8d5adcd9 VEDL20APR85PE False 3500 6.15 VEDL PE False 2020-04-17 06:30:16.901 83.35 2020-04-17 12:00:16 2020-04-17 07:55:16.482 6.30 2020-04-17 13:25:16 no_vol_price_breakout_options_tp 0.15 525.00
17 5e994cf979812b2b8d5adce0 HINDALCO20APR120PE False 3500 6.90 HINDALCO PE False 2020-04-17 06:30:17.785 121.40 2020-04-17 12:00:17 2020-04-17 06:35:23.368 6.60 2020-04-17 12:05:23 no_vol_price_breakout_options_tp -0.30 -1050.00
18 5e994e2179812b2b8d5adce8 ICICIBANK20APR350PE False 1375 20.00 ICICIBANK PE False 2020-04-17 06:35:13.114 351.10 2020-04-17 12:05:13 2020-04-17 06:50:14.782 18.65 2020-04-17 12:20:14 no_vol_price_breakout_options_tp -1.35 -1856.25
19 5e994e3179812b2b8d5adcef TATAMOTORS20APR75PE False 4300 5.45 TATAMOTORS PE False 2020-04-17 06:35:29.287 74.95 2020-04-17 12:05:29 2020-04-17 06:50:26.467 5.25 2020-04-17 12:20:26 no_vol_price_breakout_options_tp -0.20 -860.00
20 5e9952d779812b2b8d5adcfa HINDALCO20APR120PE False 3500 6.70 HINDALCO PE False 2020-04-17 06:55:19.105 121.40 2020-04-17 12:25:19 2020-04-17 07:05:21.225 7.00 2020-04-17 12:35:21 no_vol_price_breakout_options_tp 0.30 1050.00
21 5e99552c79812b2b8d5add03 JINDALSTEL20APR90PE False 5000 8.10 JINDALSTEL PE False 2020-04-17 07:05:16.398 89.05 2020-04-17 12:35:16 2020-04-17 07:10:17.976 8.20 2020-04-17 12:40:17 no_vol_price_breakout_options_tp 0.10 500.00
22 5e99553279812b2b8d5add0a TATAMOTORS20APR75PE False 4300 5.40 TATAMOTORS PE False 2020-04-17 07:05:22.869 75.00 2020-04-17 12:35:22 2020-04-17 07:15:21.850 5.20 2020-04-17 12:45:21 no_vol_price_breakout_options_tp -0.20 -860.00
23 5e9958b579812b2b8d5add14 SUNPHARMA20APR460CE True 1250 23.90 SUNPHARMA CE False 2020-04-17 07:20:21.089 459.00 2020-04-17 12:50:21 2020-04-17 07:35:22.468 25.55 2020-04-17 13:05:22 no_vol_price_breakout_options_tp 1.65 2062.50
24 5e9959e079812b2b8d5add1c INFY20APR640CE True 1200 27.05 INFY CE False 2020-04-17 07:25:20.817 633.70 2020-04-17 12:55:20 2020-04-17 07:35:19.694 25.95 2020-04-17 13:05:19 no_vol_price_breakout_options_tp -1.10 -1320.00
25 5e995e8d79812b2b8d5add27 HINDALCO20APR120PE False 3500 7.05 HINDALCO PE False 2020-04-17 07:45:17.692 120.20 2020-04-17 13:15:17 2020-04-17 08:00:17.055 7.50 2020-04-17 13:30:17 no_vol_price_breakout_options_tp 0.45 1575.00
26 5e99633979812b2b8d5add32 SBIN20APR190CE True 3000 10.55 SBIN CE False 2020-04-17 08:05:13.569 188.15 2020-04-17 13:35:13 2020-04-17 08:20:17.487 11.45 2020-04-17 13:50:17 no_vol_price_breakout_options_tp 0.90 2700.00
27 5e99633b79812b2b8d5add39 HINDALCO20APR120PE False 3500 7.15 HINDALCO PE False 2020-04-17 08:05:15.799 120.00 2020-04-17 13:35:15 2020-04-17 08:15:19.242 6.95 2020-04-17 13:45:19 no_vol_price_breakout_options_tp -0.20 -700.00
28 5e99659179812b2b8d5add42 ICICIBANK20APR360CE True 1375 18.05 ICICIBANK CE False 2020-04-17 08:15:13.076 356.25 2020-04-17 13:45:13 2020-04-17 08:35:15.022 21.30 2020-04-17 14:05:15 no_vol_price_breakout_options_tp 3.25 4468.75
29 5e9967eb79812b2b8d5add4b SBIN20APR190CE True 3000 11.35 SBIN CE False 2020-04-17 08:25:15.639 189.80 2020-04-17 13:55:15 2020-04-17 08:55:16.964 12.20 2020-04-17 14:25:16 no_vol_price_breakout_options_tp 0.85 2550.00
30 5e9967ed79812b2b8d5add52 JINDALSTEL20APR90CE True 5000 7.75 JINDALSTEL CE False 2020-04-17 08:25:17.446 90.05 2020-04-17 13:55:17 2020-04-17 08:55:19.948 8.25 2020-04-17 14:25:19 no_vol_price_breakout_options_tp 0.50 2500.00
31 5e9967f079812b2b8d5add59 TATAMOTORS20APR75CE True 4300 6.05 TATAMOTORS CE False 2020-04-17 08:25:20.797 75.95 2020-04-17 13:55:20 2020-04-17 08:45:28.279 6.00 2020-04-17 14:15:28 no_vol_price_breakout_options_tp -0.05 -215.00
32 5e996b6d79812b2b8d5add63 ICICIBANK20APR360CE True 1375 21.95 ICICIBANK CE False 2020-04-17 08:40:13.146 362.60 2020-04-17 14:10:13 2020-04-17 09:20:14.886 24.80 2020-04-17 14:50:14 no_vol_price_breakout_options_tp 2.85 3918.75
33 5e996b7479812b2b8d5add6a VEDL20APR85CE True 3500 4.70 VEDL CE False 2020-04-17 08:40:19.866 83.65 2020-04-17 14:10:19 2020-04-17 09:05:24.197 4.95 2020-04-17 14:35:24 no_vol_price_breakout_options_tp 0.25 875.00
34 5e996b7679812b2b8d5add71 TATASTEEL20APR290CE True 1500 18.30 TATASTEEL CE False 2020-04-17 08:40:22.224 289.45 2020-04-17 14:10:22 2020-04-17 09:05:29.791 19.30 2020-04-17 14:35:29 no_vol_price_breakout_options_tp 1.00 1500.00
35 5e996eff79812b2b8d5add7b TATAMOTORS20APR75CE True 4300 6.70 TATAMOTORS CE False 2020-04-17 08:55:27.162 76.75 2020-04-17 14:25:27 2020-04-17 09:00:25.898 6.35 2020-04-17 14:30:25 no_vol_price_breakout_options_tp -0.35 -1505.00
36 5e99701f79812b2b8d5add83 SBIN20APR190CE True 3000 11.80 SBIN CE False 2020-04-17 09:00:15.698 190.40 2020-04-17 14:30:15 2020-04-17 09:15:18.192 12.55 2020-04-17 14:45:18 no_vol_price_breakout_options_tp 0.75 2250.00
37 5e99702179812b2b8d5add8a JINDALSTEL20APR90CE True 5000 8.75 JINDALSTEL CE False 2020-04-17 09:00:17.162 91.75 2020-04-17 14:30:17 2020-04-17 09:10:22.586 8.70 2020-04-17 14:40:22 no_vol_price_breakout_options_tp -0.05 -250.00
38 5e99702479812b2b8d5add91 HINDALCO20APR120CE True 3500 9.00 HINDALCO CE False 2020-04-17 09:00:20.575 122.50 2020-04-17 14:30:20 2020-04-17 09:10:26.741 9.00 2020-04-17 14:40:26 no_vol_price_breakout_options_tp 0.00 0.00
39 5e99727b79812b2b8d5add9a BHARTIARTL20APR500CE True 1851 23.80 BHARTIARTL CE False 2020-04-17 09:10:19.464 504.60 2020-04-17 14:40:19 2020-04-17 09:35:19.697 22.95 2020-04-17 15:05:19 no_vol_price_breakout_options_tp -0.85 -1573.35
40 5e99727f79812b2b8d5adda1 VEDL20APR85CE True 3500 4.95 VEDL CE False 2020-04-17 09:10:23.849 84.05 2020-04-17 14:40:23 NaT 4.90 None no_vol_price_breakout_options_tp -0.05 -175.00
41 5e9973ae79812b2b8d5addab TATASTEEL20APR290CE True 1500 19.80 TATASTEEL CE False 2020-04-17 09:15:26.461 291.95 2020-04-17 14:45:26 2020-04-17 09:45:24.777 20.00 2020-04-17 15:15:24 no_vol_price_breakout_options_tp 0.20 300.00
42 5e9974da79812b2b8d5addb3 TATAMOTORS20APR75CE True 4300 6.50 TATAMOTORS CE False 2020-04-17 09:20:26.536 76.80 2020-04-17 14:50:26 2020-04-17 09:25:25.871 6.25 2020-04-17 14:55:25 no_vol_price_breakout_options_tp -0.25 -1075.00
43 5e9975ff79812b2b8d5addbb HINDALCO20APR125CE True 3500 6.45 HINDALCO CE False 2020-04-17 09:25:19.812 123.00 2020-04-17 14:55:19 2020-04-17 09:45:22.239 6.80 2020-04-17 15:15:22 no_vol_price_breakout_options_tp 0.35 1225.00
44 5e99760379812b2b8d5addc2 INFY20APR620PE False 1200 22.80 INFY PE False 2020-04-17 09:25:23.253 629.05 2020-04-17 14:55:23 2020-04-17 09:30:30.079 22.50 2020-04-17 15:00:30 no_vol_price_breakout_options_tp -0.30 -360.00
45 5e99772679812b2b8d5addca ICICIBANK20APR370CE True 1375 20.65 ICICIBANK CE False 2020-04-17 09:30:14.406 369.95 2020-04-17 15:00:14 2020-04-17 09:40:14.809 23.50 2020-04-17 15:10:14 no_vol_price_breakout_options_tp 2.85 3918.75
46 5e99772879812b2b8d5addd1 SBIN20APR190CE True 3000 12.75 SBIN CE False 2020-04-17 09:30:16.301 192.10 2020-04-17 15:00:16 2020-04-17 09:40:17.456 13.70 2020-04-17 15:10:17 no_vol_price_breakout_options_tp 0.95 2850.00
47 5e99773779812b2b8d5addd8 SUNPHARMA20APR460PE False 1250 24.65 SUNPHARMA PE False 2020-04-17 09:30:31.648 457.50 2020-04-17 15:00:31 NaT 24.30 None no_vol_price_breakout_options_tp -0.35 -437.50
48 5e99798379812b2b8d5adde1 JINDALSTEL20APR90CE True 5000 8.95 JINDALSTEL CE False 2020-04-17 09:40:19.200 92.05 2020-04-17 15:10:19 NaT 9.00 None no_vol_price_breakout_options_tp 0.05 250.00
49 5e997aa979812b2b8d5adde9 ICICIBANK20APR380CE True 1375 20.60 ICICIBANK CE False 2020-04-17 09:45:13.170 376.20 2020-04-17 15:15:13 NaT 20.40 None no_vol_price_breakout_options_tp -0.20 -275.00
50 5e997aaa79812b2b8d5addf0 SBIN20APR190CE True 3000 13.80 SBIN CE False 2020-04-17 09:45:14.178 193.85 2020-04-17 15:15:14 NaT 13.00 None no_vol_price_breakout_options_tp -0.80 -2400.00
51 5e997ab579812b2b8d5addf7 INFY20APR620PE False 1200 22.55 INFY PE False 2020-04-17 09:45:25.743 629.20 2020-04-17 15:15:25 NaT 22.75 None no_vol_price_breakout_options_tp 0.20 240.00
52 5e997bdf79812b2b8d5addff HINDALCO20APR125CE True 3500 7.15 HINDALCO CE False 2020-04-17 09:50:23.297 125.25 2020-04-17 15:20:23 NaT 7.10 None no_vol_price_breakout_options_tp -0.05 -175.00

20 APR 2020 Monday

Today the algorithm made -26348.099999999995
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e9d20c6b36d283c22e68460 BHARTIARTL20APR490PE False 1851 17.65 BHARTIARTL PE False 2020-04-20 04:10:46.717 490.55 2020-04-20 09:40:46 2020-04-20 04:20:46.656 16.50 2020-04-20 09:50:46 no_vol_price_breakout_options_tp -1.15 -2128.65
1 5e9d20c9b36d283c22e68467 TATASTEEL20APR290PE False 1500 17.05 TATASTEEL PE False 2020-04-20 04:10:49.780 289.15 2020-04-20 09:40:49 2020-04-20 04:25:49.790 16.65 2020-04-20 09:55:49 no_vol_price_breakout_options_tp -0.40 -600.00
2 5e9d20cbb36d283c22e6846e TATAMOTORS20APR80CE True 4300 5.25 TATAMOTORS CE False 2020-04-20 04:10:51.556 78.55 2020-04-20 09:40:51 2020-04-20 04:20:53.050 7.20 2020-04-20 09:50:53 no_vol_price_breakout_options_tp 1.95 8385.00
3 5e9d231cb36d283c22e68477 SBIN20APR190PE False 3000 9.75 SBIN PE False 2020-04-20 04:20:44.099 190.50 2020-04-20 09:50:44 2020-04-20 04:35:45.792 9.75 2020-04-20 10:05:45 no_vol_price_breakout_options_tp 0.00 0.00
4 5e9d244fb36d283c22e6847f TATAMOTORS20APR85CE True 4300 5.20 TATAMOTORS CE False 2020-04-20 04:25:51.686 82.75 2020-04-20 09:55:51 2020-04-20 05:20:52.152 4.90 2020-04-20 10:50:52 no_vol_price_breakout_options_tp -0.30 -1290.00
5 5e9d257bb36d283c22e68487 SUNPHARMA20APR460CE True 1250 21.85 SUNPHARMA CE False 2020-04-20 04:30:51.203 459.15 2020-04-20 10:00:51 2020-04-20 04:35:52.648 23.60 2020-04-20 10:05:52 no_vol_price_breakout_options_tp 1.75 2187.50
6 5e9d27ccb36d283c22e68490 BHARTIARTL20APR490PE False 1851 18.70 BHARTIARTL PE False 2020-04-20 04:40:44.288 490.00 2020-04-20 10:10:44 2020-04-20 04:55:46.007 17.15 2020-04-20 10:25:46 no_vol_price_breakout_options_tp -1.55 -2869.05
7 5e9d27d1b36d283c22e68497 SUNPHARMA20APR460CE True 1250 23.80 SUNPHARMA CE False 2020-04-20 04:40:49.116 464.75 2020-04-20 10:10:49 2020-04-20 05:35:52.996 24.05 2020-04-20 11:05:52 no_vol_price_breakout_options_tp 0.25 312.50
8 5e9d2c7cb36d283c22e684a2 JINDALSTEL20APR95CE True 5000 6.60 JINDALSTEL CE False 2020-04-20 05:00:44.791 93.15 2020-04-20 10:30:44 2020-04-20 05:10:48.401 6.20 2020-04-20 10:40:48 no_vol_price_breakout_options_tp -0.40 -2000.00
9 5e9d2da7b36d283c22e684aa SBIN20APR200CE True 3000 9.15 SBIN CE False 2020-04-20 05:05:43.945 195.70 2020-04-20 10:35:43 2020-04-20 05:45:45.762 8.90 2020-04-20 11:15:45 no_vol_price_breakout_options_tp -0.25 -750.00
10 5e9d2dacb36d283c22e684b1 INFY20APR660CE True 1200 29.50 INFY CE False 2020-04-20 05:05:48.538 656.00 2020-04-20 10:35:48 2020-04-20 06:50:48.729 26.50 2020-04-20 12:20:48 no_vol_price_breakout_options_tp -3.00 -3600.00
11 5e9d370bb36d283c22e684c0 VEDL20APR85PE False 3500 5.30 VEDL PE False 2020-04-20 05:45:47.632 84.50 2020-04-20 11:15:47 2020-04-20 06:15:46.951 5.50 2020-04-20 11:45:46 no_vol_price_breakout_options_tp 0.20 700.00
12 5e9d3963b36d283c22e684c9 TATASTEEL20APR290PE False 1500 17.30 TATASTEEL PE False 2020-04-20 05:55:47.904 289.00 2020-04-20 11:25:47 2020-04-20 06:25:49.859 16.90 2020-04-20 11:55:49 no_vol_price_breakout_options_tp -0.40 -600.00
13 5e9d3a8fb36d283c22e684d1 HINDALCO20APR120PE False 3500 6.15 HINDALCO PE False 2020-04-20 06:00:47.771 120.85 2020-04-20 11:30:47 2020-04-20 06:25:47.400 6.10 2020-04-20 11:55:47 no_vol_price_breakout_options_tp -0.05 -175.00
14 5e9d3bb7b36d283c22e684d9 ICICIBANK20APR370PE False 1375 21.20 ICICIBANK PE False 2020-04-20 06:05:43.799 369.45 2020-04-20 11:35:43 2020-04-20 06:10:45.368 20.20 2020-04-20 11:40:45 no_vol_price_breakout_options_tp -1.00 -1375.00
15 5e9d3bb9b36d283c22e684e0 JINDALSTEL20APR90PE False 5000 6.55 JINDALSTEL PE False 2020-04-20 06:05:45.574 91.10 2020-04-20 11:35:45 2020-04-20 06:10:48.759 6.35 2020-04-20 11:40:48 no_vol_price_breakout_options_tp -0.20 -1000.00
16 5e9d3bc5b36d283c22e684e7 TATAMOTORS20APR80PE False 4300 5.35 TATAMOTORS PE False 2020-04-20 06:05:57.749 80.80 2020-04-20 11:35:57 2020-04-20 06:11:01.085 5.15 2020-04-20 11:41:01 no_vol_price_breakout_options_tp -0.20 -860.00
17 5e9d49cab36d283c22e684fa INFY20APR660PE False 1200 32.10 INFY PE False 2020-04-20 07:05:46.744 651.70 2020-04-20 12:35:46 2020-04-20 07:15:50.310 31.05 2020-04-20 12:45:50 no_vol_price_breakout_options_tp -1.05 -1260.00
18 5e9d4c1fb36d283c22e68503 ICICIBANK20APR370PE False 1375 22.25 ICICIBANK PE False 2020-04-20 07:15:43.889 367.10 2020-04-20 12:45:43 2020-04-20 07:25:45.433 20.70 2020-04-20 12:55:45 no_vol_price_breakout_options_tp -1.55 -2131.25
19 5e9d4c23b36d283c22e6850a HINDALCO20APR120PE False 3500 6.75 HINDALCO PE False 2020-04-20 07:15:47.052 119.75 2020-04-20 12:45:47 2020-04-20 07:30:48.470 7.30 2020-04-20 13:00:48 no_vol_price_breakout_options_tp 0.55 1925.00
20 5e9d4e7fb36d283c22e68513 SUNPHARMA20APR460CE True 1250 24.65 SUNPHARMA CE False 2020-04-20 07:25:51.977 464.50 2020-04-20 12:55:51 2020-04-20 07:45:53.973 27.55 2020-04-20 13:15:53 no_vol_price_breakout_options_tp 2.90 3625.00
21 5e9d4fa5b36d283c22e6851b VEDL20APR85PE False 3500 5.85 VEDL PE False 2020-04-20 07:30:45.801 83.35 2020-04-20 13:00:45 2020-04-20 07:45:49.347 5.70 2020-04-20 13:15:49 no_vol_price_breakout_options_tp -0.15 -525.00
22 5e9d50d0b36d283c22e68523 BHARTIARTL20APR490CE True 1851 20.25 BHARTIARTL CE False 2020-04-20 07:35:44.717 492.55 2020-04-20 13:05:44 2020-04-20 08:10:46.443 18.90 2020-04-20 13:40:46 no_vol_price_breakout_options_tp -1.35 -2498.85
23 5e9d545ab36d283c22e6852d SUNPHARMA20APR470CE True 1250 22.10 SUNPHARMA CE False 2020-04-20 07:50:50.583 470.10 2020-04-20 13:20:50 2020-04-20 07:55:51.574 21.75 2020-04-20 13:25:51 no_vol_price_breakout_options_tp -0.35 -437.50
24 5e9d56acb36d283c22e68536 SBIN20APR190CE True 3000 13.40 SBIN CE False 2020-04-20 08:00:44.406 194.60 2020-04-20 13:30:44 2020-04-20 08:05:46.133 13.40 2020-04-20 13:35:46 no_vol_price_breakout_options_tp 0.00 0.00
25 5e9d5ee2b36d283c22e68546 HINDALCO20APR115PE False 3500 5.30 HINDALCO PE False 2020-04-20 08:35:46.182 117.50 2020-04-20 14:05:46 2020-04-20 08:50:47.857 5.20 2020-04-20 14:20:47 no_vol_price_breakout_options_tp -0.10 -350.00
26 5e9d6269b36d283c22e68550 TATASTEEL20APR290CE True 1500 16.30 TATASTEEL CE False 2020-04-20 08:50:49.026 289.95 2020-04-20 14:20:49 2020-04-20 08:55:48.547 16.20 2020-04-20 14:25:48 no_vol_price_breakout_options_tp -0.10 -150.00
27 5e9d626ab36d283c22e68557 INFY20APR660PE False 1200 32.70 INFY PE False 2020-04-20 08:50:50.156 650.95 2020-04-20 14:20:50 2020-04-20 08:55:51.446 31.80 2020-04-20 14:25:51 no_vol_price_breakout_options_tp -0.90 -1080.00
28 5e9d6392b36d283c22e6855f HINDALCO20APR115PE False 3500 5.35 HINDALCO PE False 2020-04-20 08:55:46.098 117.15 2020-04-20 14:25:46 2020-04-20 09:00:49.924 5.10 2020-04-20 14:30:49 no_vol_price_breakout_options_tp -0.25 -875.00
29 5e9d64bbb36d283c22e68567 ICICIBANK20APR380CE True 1375 18.60 ICICIBANK CE False 2020-04-20 09:00:43.813 375.85 2020-04-20 14:30:43 2020-04-20 09:20:45.435 13.90 2020-04-20 14:50:45 no_vol_price_breakout_options_tp -4.70 -6462.50
30 5e9d64bcb36d283c22e6856e SBIN20APR200CE True 3000 9.30 SBIN CE False 2020-04-20 09:00:44.924 195.80 2020-04-20 14:30:44 2020-04-20 09:10:47.873 9.15 2020-04-20 14:40:47 no_vol_price_breakout_options_tp -0.15 -450.00
31 5e9d64beb36d283c22e68575 JINDALSTEL20APR90CE True 5000 8.10 JINDALSTEL CE False 2020-04-20 09:00:46.572 92.25 2020-04-20 14:30:46 2020-04-20 09:15:49.159 7.65 2020-04-20 14:45:49 no_vol_price_breakout_options_tp -0.45 -2250.00
32 5e9d64c3b36d283c22e6857c TATASTEEL20APR290CE True 1500 16.75 TATASTEEL CE False 2020-04-20 09:00:51.025 290.45 2020-04-20 14:30:51 2020-04-20 09:15:54.977 16.00 2020-04-20 14:45:54 no_vol_price_breakout_options_tp -0.75 -1125.00
33 5e9d64c4b36d283c22e68583 TATAMOTORS20APR80CE True 4300 6.85 TATAMOTORS CE False 2020-04-20 09:00:52.619 82.00 2020-04-20 14:30:52 2020-04-20 09:11:00.188 6.55 2020-04-20 14:41:00 no_vol_price_breakout_options_tp -0.30 -1290.00
34 5e9d65efb36d283c22e6858b VEDL20APR85CE True 3500 4.55 VEDL CE False 2020-04-20 09:05:51.817 83.95 2020-04-20 14:35:51 2020-04-20 09:15:51.937 4.30 2020-04-20 14:45:51 no_vol_price_breakout_options_tp -0.25 -875.00
35 5e9d65f7b36d283c22e68592 SUNPHARMA20APR470CE True 1250 22.60 SUNPHARMA CE False 2020-04-20 09:05:59.070 473.30 2020-04-20 14:35:59 2020-04-20 09:11:02.805 22.70 2020-04-20 14:41:02 no_vol_price_breakout_options_tp 0.10 125.00
36 5e9d696eb36d283c22e6859c SBIN20APR190PE False 3000 8.70 SBIN PE False 2020-04-20 09:20:46.511 193.00 2020-04-20 14:50:46 2020-04-20 09:56:15.962 8.80 2020-04-20 15:26:15 no_vol_price_breakout_options_tp 0.10 300.00
37 5e9d6970b36d283c22e685a3 VEDL20APR80PE False 3500 3.90 VEDL PE False 2020-04-20 09:20:48.605 82.30 2020-04-20 14:50:48 2020-04-20 09:25:53.696 4.10 2020-04-20 14:55:53 no_vol_price_breakout_options_tp 0.20 700.00
38 5e9d6971b36d283c22e685aa HINDALCO20APR115PE False 3500 5.55 HINDALCO PE False 2020-04-20 09:20:49.722 116.75 2020-04-20 14:50:49 2020-04-20 09:56:20.137 5.35 2020-04-20 15:26:20 no_vol_price_breakout_options_tp -0.20 -700.00
39 5e9d6974b36d283c22e685b1 TATAMOTORS20APR80PE False 4300 5.30 TATAMOTORS PE False 2020-04-20 09:20:52.055 80.45 2020-04-20 14:50:52 2020-04-20 09:26:00.960 5.40 2020-04-20 14:56:00 no_vol_price_breakout_options_tp 0.10 430.00
40 5e9d6a9eb36d283c22e685b9 JINDALSTEL20APR90PE False 5000 7.30 JINDALSTEL PE False 2020-04-20 09:25:50.716 89.45 2020-04-20 14:55:50 2020-04-20 09:30:57.228 6.70 2020-04-20 15:00:57 no_vol_price_breakout_options_tp -0.60 -3000.00
41 5e9d6aa5b36d283c22e685c0 TATASTEEL20APR290PE False 1500 18.90 TATASTEEL PE False 2020-04-20 09:25:57.658 286.95 2020-04-20 14:55:57 NaT 19.50 2020-04-20 15:25:00 no_vol_price_breakout_options_tp 0.60 900.00
42 5e9d6bc8b36d283c22e685c8 ICICIBANK20APR360PE False 1375 19.75 ICICIBANK PE False 2020-04-20 09:30:47.669 362.00 2020-04-20 15:00:47 2020-04-20 09:45:45.443 18.85 2020-04-20 15:15:45 no_vol_price_breakout_options_tp -0.90 -1237.50
43 5e9d6cf5b36d283c22e685d0 BHARTIARTL20APR490PE False 1851 18.15 BHARTIARTL PE False 2020-04-20 09:35:49.198 489.80 2020-04-20 15:05:49 2020-04-20 09:45:50.739 17.85 2020-04-20 15:15:50 no_vol_price_breakout_options_tp -0.30 -555.30
44 5e9d6cfdb36d283c22e685d7 SUNPHARMA20APR470CE True 1250 23.80 SUNPHARMA CE False 2020-04-20 09:35:57.914 473.55 2020-04-20 15:05:57 2020-04-20 09:41:02.872 22.65 2020-04-20 15:11:02 no_vol_price_breakout_options_tp -1.15 -1437.50
Today the algorithm made -26348.099999999995
Instrument   BHARTIARTL
--------------------------
Total pnl for ATM options  -8051.849999999996
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e9d20c6b36d283c22e68460 BHARTIARTL20APR490PE False 1851 17.65 BHARTIARTL PE False 2020-04-20 04:10:46.717 490.55 2020-04-20 09:40:46 2020-04-20 04:20:46.656 16.50 2020-04-20 09:50:46 no_vol_price_breakout_options_tp -1.15 -2128.65
6 5e9d27ccb36d283c22e68490 BHARTIARTL20APR490PE False 1851 18.70 BHARTIARTL PE False 2020-04-20 04:40:44.288 490.00 2020-04-20 10:10:44 2020-04-20 04:55:46.007 17.15 2020-04-20 10:25:46 no_vol_price_breakout_options_tp -1.55 -2869.05
22 5e9d50d0b36d283c22e68523 BHARTIARTL20APR490CE True 1851 20.25 BHARTIARTL CE False 2020-04-20 07:35:44.717 492.55 2020-04-20 13:05:44 2020-04-20 08:10:46.443 18.90 2020-04-20 13:40:46 no_vol_price_breakout_options_tp -1.35 -2498.85
43 5e9d6cf5b36d283c22e685d0 BHARTIARTL20APR490PE False 1851 18.15 BHARTIARTL PE False 2020-04-20 09:35:49.198 489.80 2020-04-20 15:05:49 2020-04-20 09:45:50.739 17.85 2020-04-20 15:15:50 no_vol_price_breakout_options_tp -0.30 -555.30
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
BHARTIARTL
5T min bars
Instrument   HINDALCO
--------------------------
Total pnl for ATM options  -175.0000000000024
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
13 5e9d3a8fb36d283c22e684d1 HINDALCO20APR120PE False 3500 6.15 HINDALCO PE False 2020-04-20 06:00:47.771 120.85 2020-04-20 11:30:47 2020-04-20 06:25:47.400 6.10 2020-04-20 11:55:47 no_vol_price_breakout_options_tp -0.05 -175.0
19 5e9d4c23b36d283c22e6850a HINDALCO20APR120PE False 3500 6.75 HINDALCO PE False 2020-04-20 07:15:47.052 119.75 2020-04-20 12:45:47 2020-04-20 07:30:48.470 7.30 2020-04-20 13:00:48 no_vol_price_breakout_options_tp 0.55 1925.0
25 5e9d5ee2b36d283c22e68546 HINDALCO20APR115PE False 3500 5.30 HINDALCO PE False 2020-04-20 08:35:46.182 117.50 2020-04-20 14:05:46 2020-04-20 08:50:47.857 5.20 2020-04-20 14:20:47 no_vol_price_breakout_options_tp -0.10 -350.0
28 5e9d6392b36d283c22e6855f HINDALCO20APR115PE False 3500 5.35 HINDALCO PE False 2020-04-20 08:55:46.098 117.15 2020-04-20 14:25:46 2020-04-20 09:00:49.924 5.10 2020-04-20 14:30:49 no_vol_price_breakout_options_tp -0.25 -875.0
38 5e9d6971b36d283c22e685aa HINDALCO20APR115PE False 3500 5.55 HINDALCO PE False 2020-04-20 09:20:49.722 116.75 2020-04-20 14:50:49 2020-04-20 09:56:20.137 5.35 2020-04-20 15:26:20 no_vol_price_breakout_options_tp -0.20 -700.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
HINDALCO
5T min bars
Instrument   ICICIBANK
--------------------------
Total pnl for ATM options  -11206.250000000002
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
14 5e9d3bb7b36d283c22e684d9 ICICIBANK20APR370PE False 1375 21.20 ICICIBANK PE False 2020-04-20 06:05:43.799 369.45 2020-04-20 11:35:43 2020-04-20 06:10:45.368 20.20 2020-04-20 11:40:45 no_vol_price_breakout_options_tp -1.00 -1375.00
18 5e9d4c1fb36d283c22e68503 ICICIBANK20APR370PE False 1375 22.25 ICICIBANK PE False 2020-04-20 07:15:43.889 367.10 2020-04-20 12:45:43 2020-04-20 07:25:45.433 20.70 2020-04-20 12:55:45 no_vol_price_breakout_options_tp -1.55 -2131.25
29 5e9d64bbb36d283c22e68567 ICICIBANK20APR380CE True 1375 18.60 ICICIBANK CE False 2020-04-20 09:00:43.813 375.85 2020-04-20 14:30:43 2020-04-20 09:20:45.435 13.90 2020-04-20 14:50:45 no_vol_price_breakout_options_tp -4.70 -6462.50
42 5e9d6bc8b36d283c22e685c8 ICICIBANK20APR360PE False 1375 19.75 ICICIBANK PE False 2020-04-20 09:30:47.669 362.00 2020-04-20 15:00:47 2020-04-20 09:45:45.443 18.85 2020-04-20 15:15:45 no_vol_price_breakout_options_tp -0.90 -1237.50
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
ICICIBANK
5T min bars
Instrument   INFY
--------------------------
Total pnl for ATM options  -5940.000000000004
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
10 5e9d2dacb36d283c22e684b1 INFY20APR660CE True 1200 29.5 INFY CE False 2020-04-20 05:05:48.538 656.00 2020-04-20 10:35:48 2020-04-20 06:50:48.729 26.50 2020-04-20 12:20:48 no_vol_price_breakout_options_tp -3.00 -3600.0
17 5e9d49cab36d283c22e684fa INFY20APR660PE False 1200 32.1 INFY PE False 2020-04-20 07:05:46.744 651.70 2020-04-20 12:35:46 2020-04-20 07:15:50.310 31.05 2020-04-20 12:45:50 no_vol_price_breakout_options_tp -1.05 -1260.0
27 5e9d626ab36d283c22e68557 INFY20APR660PE False 1200 32.7 INFY PE False 2020-04-20 08:50:50.156 650.95 2020-04-20 14:20:50 2020-04-20 08:55:51.446 31.80 2020-04-20 14:25:51 no_vol_price_breakout_options_tp -0.90 -1080.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
INFY
5T min bars
Instrument   JINDALSTEL
--------------------------
Total pnl for ATM options  -8249.999999999993
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
8 5e9d2c7cb36d283c22e684a2 JINDALSTEL20APR95CE True 5000 6.60 JINDALSTEL CE False 2020-04-20 05:00:44.791 93.15 2020-04-20 10:30:44 2020-04-20 05:10:48.401 6.20 2020-04-20 10:40:48 no_vol_price_breakout_options_tp -0.40 -2000.0
15 5e9d3bb9b36d283c22e684e0 JINDALSTEL20APR90PE False 5000 6.55 JINDALSTEL PE False 2020-04-20 06:05:45.574 91.10 2020-04-20 11:35:45 2020-04-20 06:10:48.759 6.35 2020-04-20 11:40:48 no_vol_price_breakout_options_tp -0.20 -1000.0
31 5e9d64beb36d283c22e68575 JINDALSTEL20APR90CE True 5000 8.10 JINDALSTEL CE False 2020-04-20 09:00:46.572 92.25 2020-04-20 14:30:46 2020-04-20 09:15:49.159 7.65 2020-04-20 14:45:49 no_vol_price_breakout_options_tp -0.45 -2250.0
40 5e9d6a9eb36d283c22e685b9 JINDALSTEL20APR90PE False 5000 7.30 JINDALSTEL PE False 2020-04-20 09:25:50.716 89.45 2020-04-20 14:55:50 2020-04-20 09:30:57.228 6.70 2020-04-20 15:00:57 no_vol_price_breakout_options_tp -0.60 -3000.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
JINDALSTEL
5T min bars
Instrument   SBIN
--------------------------
Total pnl for ATM options  -899.9999999999968
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
3 5e9d231cb36d283c22e68477 SBIN20APR190PE False 3000 9.75 SBIN PE False 2020-04-20 04:20:44.099 190.5 2020-04-20 09:50:44 2020-04-20 04:35:45.792 9.75 2020-04-20 10:05:45 no_vol_price_breakout_options_tp 0.00 0.0
9 5e9d2da7b36d283c22e684aa SBIN20APR200CE True 3000 9.15 SBIN CE False 2020-04-20 05:05:43.945 195.7 2020-04-20 10:35:43 2020-04-20 05:45:45.762 8.90 2020-04-20 11:15:45 no_vol_price_breakout_options_tp -0.25 -750.0
24 5e9d56acb36d283c22e68536 SBIN20APR190CE True 3000 13.40 SBIN CE False 2020-04-20 08:00:44.406 194.6 2020-04-20 13:30:44 2020-04-20 08:05:46.133 13.40 2020-04-20 13:35:46 no_vol_price_breakout_options_tp 0.00 0.0
30 5e9d64bcb36d283c22e6856e SBIN20APR200CE True 3000 9.30 SBIN CE False 2020-04-20 09:00:44.924 195.8 2020-04-20 14:30:44 2020-04-20 09:10:47.873 9.15 2020-04-20 14:40:47 no_vol_price_breakout_options_tp -0.15 -450.0
36 5e9d696eb36d283c22e6859c SBIN20APR190PE False 3000 8.70 SBIN PE False 2020-04-20 09:20:46.511 193.0 2020-04-20 14:50:46 2020-04-20 09:56:15.962 8.80 2020-04-20 15:26:15 no_vol_price_breakout_options_tp 0.10 300.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
SBIN
5T min bars
Instrument   SUNPHARMA
--------------------------
Total pnl for ATM options  4374.999999999995
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
5 5e9d257bb36d283c22e68487 SUNPHARMA20APR460CE True 1250 21.85 SUNPHARMA CE False 2020-04-20 04:30:51.203 459.15 2020-04-20 10:00:51 2020-04-20 04:35:52.648 23.60 2020-04-20 10:05:52 no_vol_price_breakout_options_tp 1.75 2187.5
7 5e9d27d1b36d283c22e68497 SUNPHARMA20APR460CE True 1250 23.80 SUNPHARMA CE False 2020-04-20 04:40:49.116 464.75 2020-04-20 10:10:49 2020-04-20 05:35:52.996 24.05 2020-04-20 11:05:52 no_vol_price_breakout_options_tp 0.25 312.5
20 5e9d4e7fb36d283c22e68513 SUNPHARMA20APR460CE True 1250 24.65 SUNPHARMA CE False 2020-04-20 07:25:51.977 464.50 2020-04-20 12:55:51 2020-04-20 07:45:53.973 27.55 2020-04-20 13:15:53 no_vol_price_breakout_options_tp 2.90 3625.0
23 5e9d545ab36d283c22e6852d SUNPHARMA20APR470CE True 1250 22.10 SUNPHARMA CE False 2020-04-20 07:50:50.583 470.10 2020-04-20 13:20:50 2020-04-20 07:55:51.574 21.75 2020-04-20 13:25:51 no_vol_price_breakout_options_tp -0.35 -437.5
35 5e9d65f7b36d283c22e68592 SUNPHARMA20APR470CE True 1250 22.60 SUNPHARMA CE False 2020-04-20 09:05:59.070 473.30 2020-04-20 14:35:59 2020-04-20 09:11:02.805 22.70 2020-04-20 14:41:02 no_vol_price_breakout_options_tp 0.10 125.0
44 5e9d6cfdb36d283c22e685d7 SUNPHARMA20APR470CE True 1250 23.80 SUNPHARMA CE False 2020-04-20 09:35:57.914 473.55 2020-04-20 15:05:57 2020-04-20 09:41:02.872 22.65 2020-04-20 15:11:02 no_vol_price_breakout_options_tp -1.15 -1437.5
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
SUNPHARMA
5T min bars
Instrument   TATAMOTORS
--------------------------
Total pnl for ATM options  5375.000000000007
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
2 5e9d20cbb36d283c22e6846e TATAMOTORS20APR80CE True 4300 5.25 TATAMOTORS CE False 2020-04-20 04:10:51.556 78.55 2020-04-20 09:40:51 2020-04-20 04:20:53.050 7.20 2020-04-20 09:50:53 no_vol_price_breakout_options_tp 1.95 8385.0
4 5e9d244fb36d283c22e6847f TATAMOTORS20APR85CE True 4300 5.20 TATAMOTORS CE False 2020-04-20 04:25:51.686 82.75 2020-04-20 09:55:51 2020-04-20 05:20:52.152 4.90 2020-04-20 10:50:52 no_vol_price_breakout_options_tp -0.30 -1290.0
16 5e9d3bc5b36d283c22e684e7 TATAMOTORS20APR80PE False 4300 5.35 TATAMOTORS PE False 2020-04-20 06:05:57.749 80.80 2020-04-20 11:35:57 2020-04-20 06:11:01.085 5.15 2020-04-20 11:41:01 no_vol_price_breakout_options_tp -0.20 -860.0
33 5e9d64c4b36d283c22e68583 TATAMOTORS20APR80CE True 4300 6.85 TATAMOTORS CE False 2020-04-20 09:00:52.619 82.00 2020-04-20 14:30:52 2020-04-20 09:11:00.188 6.55 2020-04-20 14:41:00 no_vol_price_breakout_options_tp -0.30 -1290.0
39 5e9d6974b36d283c22e685b1 TATAMOTORS20APR80PE False 4300 5.30 TATAMOTORS PE False 2020-04-20 09:20:52.055 80.45 2020-04-20 14:50:52 2020-04-20 09:26:00.960 5.40 2020-04-20 14:56:00 no_vol_price_breakout_options_tp 0.10 430.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
TATAMOTORS
5T min bars
Instrument   TATASTEEL
--------------------------
Total pnl for ATM options  -1575.000000000006
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
1 5e9d20c9b36d283c22e68467 TATASTEEL20APR290PE False 1500 17.05 TATASTEEL PE False 2020-04-20 04:10:49.780 289.15 2020-04-20 09:40:49 2020-04-20 04:25:49.790 16.65 2020-04-20 09:55:49 no_vol_price_breakout_options_tp -0.40 -600.0
12 5e9d3963b36d283c22e684c9 TATASTEEL20APR290PE False 1500 17.30 TATASTEEL PE False 2020-04-20 05:55:47.904 289.00 2020-04-20 11:25:47 2020-04-20 06:25:49.859 16.90 2020-04-20 11:55:49 no_vol_price_breakout_options_tp -0.40 -600.0
26 5e9d6269b36d283c22e68550 TATASTEEL20APR290CE True 1500 16.30 TATASTEEL CE False 2020-04-20 08:50:49.026 289.95 2020-04-20 14:20:49 2020-04-20 08:55:48.547 16.20 2020-04-20 14:25:48 no_vol_price_breakout_options_tp -0.10 -150.0
32 5e9d64c3b36d283c22e6857c TATASTEEL20APR290CE True 1500 16.75 TATASTEEL CE False 2020-04-20 09:00:51.025 290.45 2020-04-20 14:30:51 2020-04-20 09:15:54.977 16.00 2020-04-20 14:45:54 no_vol_price_breakout_options_tp -0.75 -1125.0
41 5e9d6aa5b36d283c22e685c0 TATASTEEL20APR290PE False 1500 18.90 TATASTEEL PE False 2020-04-20 09:25:57.658 286.95 2020-04-20 14:55:57 NaT 19.50 2020-04-20 15:25:00 no_vol_price_breakout_options_tp 0.60 900.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
TATASTEEL
5T min bars
Instrument   VEDL
--------------------------
Total pnl for ATM options  1.4779288903810084e-12
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
11 5e9d370bb36d283c22e684c0 VEDL20APR85PE False 3500 5.30 VEDL PE False 2020-04-20 05:45:47.632 84.50 2020-04-20 11:15:47 2020-04-20 06:15:46.951 5.5 2020-04-20 11:45:46 no_vol_price_breakout_options_tp 0.20 700.0
21 5e9d4fa5b36d283c22e6851b VEDL20APR85PE False 3500 5.85 VEDL PE False 2020-04-20 07:30:45.801 83.35 2020-04-20 13:00:45 2020-04-20 07:45:49.347 5.7 2020-04-20 13:15:49 no_vol_price_breakout_options_tp -0.15 -525.0
34 5e9d65efb36d283c22e6858b VEDL20APR85CE True 3500 4.55 VEDL CE False 2020-04-20 09:05:51.817 83.95 2020-04-20 14:35:51 2020-04-20 09:15:51.937 4.3 2020-04-20 14:45:51 no_vol_price_breakout_options_tp -0.25 -875.0
37 5e9d6970b36d283c22e685a3 VEDL20APR80PE False 3500 3.90 VEDL PE False 2020-04-20 09:20:48.605 82.30 2020-04-20 14:50:48 2020-04-20 09:25:53.696 4.1 2020-04-20 14:55:53 no_vol_price_breakout_options_tp 0.20 700.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
VEDL
5T min bars
Today the algorithm made 1247.300000000002
Instrument   BHARTIARTL
--------------------------
Total pnl for ATM options  -4997.699999999999
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
0 5e9d20c6b36d283c22e68460 BHARTIARTL20APR490PE False 1851 17.65 BHARTIARTL PE False 2020-04-20 04:10:46.717 490.55 2020-04-20 09:40:46 2020-04-20 04:20:46.656 16.50 2020-04-20 09:50:46 no_vol_price_breakout_options_tp -1.15 -2128.65
6 5e9d27ccb36d283c22e68490 BHARTIARTL20APR490PE False 1851 18.70 BHARTIARTL PE False 2020-04-20 04:40:44.288 490.00 2020-04-20 10:10:44 2020-04-20 04:55:46.007 17.15 2020-04-20 10:25:46 no_vol_price_breakout_options_tp -1.55 -2869.05
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
BHARTIARTL
5T min bars
Instrument   INFY
--------------------------
Total pnl for ATM options  0.0
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
10 5e9d2dacb36d283c22e684b1 INFY20APR660CE True 1200 29.5 INFY CE True 2020-04-20 05:05:48.538 656.0 2020-04-20 10:35:48 NaT NaN None no_vol_price_breakout_options_tp 0.0 0.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
INFY
5T min bars
Instrument   JINDALSTEL
--------------------------
Total pnl for ATM options  -1999.9999999999973
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
8 5e9d2c7cb36d283c22e684a2 JINDALSTEL20APR95CE True 5000 6.6 JINDALSTEL CE False 2020-04-20 05:00:44.791 93.15 2020-04-20 10:30:44 2020-04-20 05:10:48.401 6.2 2020-04-20 10:40:48 no_vol_price_breakout_options_tp -0.4 -2000.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
JINDALSTEL
5T min bars
Instrument   SBIN
--------------------------
Total pnl for ATM options  -750.0
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
3 5e9d231cb36d283c22e68477 SBIN20APR190PE False 3000 9.75 SBIN PE False 2020-04-20 04:20:44.099 190.5 2020-04-20 09:50:44 2020-04-20 04:35:45.792 9.75 2020-04-20 10:05:45 no_vol_price_breakout_options_tp 0.00 0.0
9 5e9d2da7b36d283c22e684aa SBIN20APR200CE True 3000 9.15 SBIN CE False 2020-04-20 05:05:43.945 195.7 2020-04-20 10:35:43 2020-04-20 05:45:45.762 8.90 2020-04-20 11:15:45 no_vol_price_breakout_options_tp -0.25 -750.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
SBIN
5T min bars
Instrument   SUNPHARMA
--------------------------
Total pnl for ATM options  2500.0
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
5 5e9d257bb36d283c22e68487 SUNPHARMA20APR460CE True 1250 21.85 SUNPHARMA CE False 2020-04-20 04:30:51.203 459.15 2020-04-20 10:00:51 2020-04-20 04:35:52.648 23.60 2020-04-20 10:05:52 no_vol_price_breakout_options_tp 1.75 2187.5
7 5e9d27d1b36d283c22e68497 SUNPHARMA20APR460CE True 1250 23.80 SUNPHARMA CE False 2020-04-20 04:40:49.116 464.75 2020-04-20 10:10:49 2020-04-20 05:35:52.996 24.05 2020-04-20 11:05:52 no_vol_price_breakout_options_tp 0.25 312.5
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
SUNPHARMA
5T min bars
Instrument   TATAMOTORS
--------------------------
Total pnl for ATM options  7095.000000000001
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
2 5e9d20cbb36d283c22e6846e TATAMOTORS20APR80CE True 4300 5.25 TATAMOTORS CE False 2020-04-20 04:10:51.556 78.55 2020-04-20 09:40:51 2020-04-20 04:20:53.050 7.2 2020-04-20 09:50:53 no_vol_price_breakout_options_tp 1.95 8385.0
4 5e9d244fb36d283c22e6847f TATAMOTORS20APR85CE True 4300 5.20 TATAMOTORS CE False 2020-04-20 04:25:51.686 82.75 2020-04-20 09:55:51 2020-04-20 05:20:52.152 4.9 2020-04-20 10:50:52 no_vol_price_breakout_options_tp -0.30 -1290.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
TATAMOTORS
5T min bars
Instrument   TATASTEEL
--------------------------
Total pnl for ATM options  -600.0000000000032
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
1 5e9d20c9b36d283c22e68467 TATASTEEL20APR290PE False 1500 17.05 TATASTEEL PE False 2020-04-20 04:10:49.780 289.15 2020-04-20 09:40:49 2020-04-20 04:25:49.790 16.65 2020-04-20 09:55:49 no_vol_price_breakout_options_tp -0.4 -600.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
TATASTEEL
5T min bars
Instrument   VEDL
--------------------------
Total pnl for ATM options  0.0
_id instrument isBuy amount entryPrice underlying putcall isOpen entryTime underlyingentryPrice entryTimeIST exitTime exitPrice exitTimeIST algo profit leveraged_pnl
11 5e9d370bb36d283c22e684c0 VEDL20APR85PE False 3500 5.3 VEDL PE True 2020-04-20 05:45:47.632 84.5 2020-04-20 11:15:47 NaT NaN None no_vol_price_breakout_options_tp 0.0 0.0
start date time 2020-04-20 09:15:00 end_date_time 2020-04-20 15:31:00
VEDL
5T min bars

Miscellenous functions used here to test and then in notebook or ide

2020-03-27 11:00:42
65.15
1207.8